#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Instruments;
namespace Cephei.QL.Pricingengines
{
    /// <summary> 
	/// ! \bug When the variance is null, division by zero occur during the calculation of delta, delta forward, gamma, gamma forward, rho, dividend rho, vega, and strike sensitivity.
	/// </summary>
    [Guid ("AF01E9E4-3A3E-474e-B0B6-AB6F688FD0F2"),ComVisible(true)]
	public interface IBlackCalculator 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double Alpha {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Beta {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Delta(Double spot);
        /// <summary> 
		/// 
		/// </summary>
		 Double DeltaForward {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double DividendRho(Double maturity);
        /// <summary> 
		/// 
		/// </summary>
		 Double Elasticity(Double spot);
        /// <summary> 
		/// 
		/// </summary>
		 Double ElasticityForward {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Gamma(Double spot);
        /// <summary> 
		/// 
		/// </summary>
		 Double GammaForward {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double ItmAssetProbability {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double ItmCashProbability {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Rho(Double maturity);
        /// <summary> 
		/// 
		/// </summary>
		 Double StrikeSensitivity {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Theta(Double spot, Double maturity);
        /// <summary> 
		/// 
		/// </summary>
		 Double ThetaPerDay(Double spot, Double maturity);
        /// <summary> 
		/// 
		/// </summary>
		 Double Value {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Vega(Double maturity);
    }   

    /// <summary> 
	/// ! \bug When the variance is null, division by zero occur during the calculation of delta, delta forward, gamma, gamma forward, rho, dividend rho, vega, and strike sensitivity. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IBlackCalculator_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IBlackCalculator Create (Cephei.QL.Instruments.IStrikedTypePayoff payoff, Double forward, Double stdDev, Microsoft.FSharp.Core.FSharpOption<Double> discount);
        /// <summary> 
		/// 
		/// </summary>
	    IBlackCalculator Create (QL.Option.TypeEnum optionType, Double strike, Double forward, Double stdDev, Microsoft.FSharp.Core.FSharpOption<Double> discount);
    }
}

